Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Copula quantile regression"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
10
Multivariate distribution
10
Volatilität
9
ARCH model
8
ARCH-Modell
8
Spillover effect
8
Spillover-Effekt
8
Volatility
8
Regression analysis
7
Regressionsanalyse
7
copula quantile regression
7
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Systemic risk
5
Systemrisiko
5
Aktienmarkt
4
Börsenkurs
4
Capital income
4
CoVaR
4
Stock market
4
Theorie
4
Theory
4
copula
4
quantile regression
4
tail dependence
4
volatility index
4
China
3
Copula quantile regression
3
GARCH copula quantile regression
3
Return Volatility relationship
3
Risk spillover
3
Share price
3
Copula quantile regression model
2
Estimation
2
Financial sector
2
Finanzsektor
2
GARCH copula model
2
Return-Volatility relationship
2
Risiko
2
more ...
less ...
Online availability
All
Undetermined
9
Free
5
Type of publication
All
Article
10
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Working Paper
1
Language
All
English
11
Undetermined
4
Author
All
McAleer, Michael
5
Taylor, James
5
Thomas, Lyn
5
Tian, Maoxi
5
Alshater, Muneer Maher
3
Allen, David E
2
Allen, David E.
2
El Khoury, Rim
2
Powell, Robert J.
2
Singh, Abhay K
2
Singh, Abhay K.
2
Allen, David Edmund
1
Avdulaj, Krenar
1
Barunik, Jozef
1
Bouri, Elie
1
Guo, Fei
1
Ji, Hao
1
Kamal, Elham
1
Kinateder, Harald
1
Nasrallah, Nohade
1
Niu, Rong
1
Powell, Robert
1
Powell, Robert J
1
Powell, Ronan
1
Ren, Xianling
1
Singh, Abhay Kumar
1
Wang, Bo
1
Xiao, Yang
1
Yoon, Seong-min
1
Yu, Xinping
1
Zehri, Chokri
1
more ...
less ...
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Institute of Economic Research, Kyoto University
1
School of Business, Edith Cowan University
1
Tinbergen Instituut
1
Published in...
All
Finance research letters
2
Documentos de Trabajo del ICAE
1
Energy economics
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
KIER Working Papers
1
Montenegrin journal of economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Working papers / School of Business, Edith Cowan University
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
RePEc
4
EconStor
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Zehri, Chokri
- In:
Montenegrin journal of economics
18
(
2022
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10013254592
Saved in:
2
Hedging performance analysis of energy markets : evidence from
copula
quantile
regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
3
Assessing systemic risk spillovers from FinTech to China's financial system
Tian, Maoxi
;
El Khoury, Rim
;
Nasrallah, Nohade
; …
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 803–826
Persistent link: https://www.econbiz.de/10014547999
Saved in:
4
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
5
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
6
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
7
Risk spillover analysis of China's financial sectors based on a new GARCH
Copula
quantile
regression
model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
8
GARCH
copula
quantile
regression
model for risk spillover analysis
Tian, Maoxi
;
Ji, Hao
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014520440
Saved in:
9
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH
copula
quantile
regression
-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
10
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
Allen, David E.
;
Singh, Abhay K.
;
Powell, Robert J.
; …
-
2013
copulabased non linear quantile regression known as
copula
quantile
regression
(CQR).The discussion of the properties of the …
Persistent link: https://www.econbiz.de/10010326227
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
